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A Similarity between Goodman and Kruskal's Tau and Kendall's Tau, with a Partial Interpretation of the Latter

 

作者: RobertH. Somers,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1962)
卷期: Volume 57, issue 300  

页码: 804-812

 

ISSN:0162-1459

 

年代: 1962

 

DOI:10.1080/01621459.1962.10500818

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

This paper deals with the population interpretations of measures of association for cross classifications. A new pair of (asymmetric) coefficients is introduced and interpreted. They are shown to be related both to Kendall'sτband to Goodman and Kruskal's τ, and their relation to Kendall'sτcis discussed. Second, Goodman and Kruskal's τ is interpreted as an analogue of the correlation ratio, suitable for unordered categorical data. This interpretation rests on a certain function, designated the “ordinal analogue of the variance,” of a univariate (ordered) frequency distribution, which enters into both Kendall'sτband Goodman and Kruskal'sτ.

 

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